+277.8%
ORCL vs FIS
-52.2%
+330.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.7% | +2.1% | +6.8% |
| 7D | +3.8% | +1.5% | +2.2% | +3.4% |
| 30D | -6.6% | -11.8% | +5.3% | -4.8% |
| 3M | -11.4% | -28.5% | +17.1% | -3.8% |
| 6M | -33.3% | -27.0% | -6.3% | -28.6% |
| YTD | -33.3% | -53.1% | +19.8% | -17.7% |
| 1Y | -44.9% | -52.8% | +7.8% | -32.3% |
| 3Y | +17.6% | -37.5% | +55.1% | +27.0% |
| 5Y | +46.1% | -71.1% | +117.1% | +106.8% |
| 10Y | +277.8% | -52.0% | +329.8% | +312.3% |
| All | +277.8% | -52.2% | +330.0% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling